One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,8)(3,7,4,6)(9,10,13,15)(11,19,21,24)(12,18,14,17)(16,22,23,20)(25,26,28,31)(27,33,35,30)(29,38,37,32)(34,39,36,40)(1,3,5,4)(2,6,8,7)(10,15)(16,23)(17,18)(19,24)(25,27,28,35)(26,30,31,33)(29,34,37,36)(32,39,38,40)(9,11,14,20,13,21,12,22)(10,16,18,19,15,23,17,24)(27,34,35,36)(30,39,33,40)(1,4,5,3)(2,7,8,6)(9,12,13,14)(10,17,15,18)(11,20,21,22)(16,19,23,24)(26,31)(30,33)(32,38)(39,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.